Adjust 1 oven rack to lower-middle position and second rack 8 inches from broiler element and heat oven to 475 degrees. Trim outer leaves of cauliflower and cut stem flush with bottom of head. Cut head into 8 equal wedges, keeping core and florets intact.

Gently toss cauliflower with ¼ cup oil, 1 tablespoon sage, ½ teaspoon salt, and ½ teaspoon pepper on rimmed baking sheet. Position cauliflower cut sides down in single layer in center of sheet.

Pat chicken dry with paper towels. Using sharp knife, make 2 parallel diagonal slashes across each thigh (each slash should reach bone). Sprinkle chicken with remaining ½ teaspoon salt and remaining ½ teaspoon pepper. Place 2 chicken thighs, skin side up, in each corner of sheet (chicken should rest directly on sheet, not on vegetables).

Whisk remaining 2 tablespoons oil, remaining 1 tablespoon sage, garlic, and lemon zest together in bowl. Brush skin side of chicken with seasoned oil mixture. Transfer sheet to lower rack and roast until cauliflower is browned and chicken registers 175 degrees, 25 to 30 minutes.

Remove sheet from oven and heat broiler. Scatter tomatoes over cauliflower and place sheet on upper rack. Broil until chicken skin is browned and crisp and tomatoes have started to wilt, about 3 minutes. Transfer sheet to wire rack and let chicken rest for 5 minutes. Sprinkle with parsley and serve.